Abstract
Dengue fever is a disease with increasing incidence, now occurring in some regions which were not previously affected. Ribeirão Preto and São Paulo, municipalities in São Paulo state, Brazil, have been highlighted due to the high dengue incidences especially after 2009 and 2013. Therefore, the current study aims to analyse the temporal behaviour of dengue cases in the both municipalities and forecast the number of disease cases in the out-of-sample period, using time series models, especially SARIMA model. We fitted SARIMA models, which satisfactorily meet the dengue incidence data collected in the municipalities of Ribeirão Preto and São Paulo. However, the out-of-sample forecast confidence intervals are very wide and this fact is usually omitted in several papers. Despite the high variability, health services can use these models in order to anticipate disease scenarios, however, one should interpret with prudence since the magnitude of the epidemic may be underestimated.